+57.9%
SO vs RSG
+90.2%
-32.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | 0.0% | 0.0% | +0.1% | 0.0% |
| 30D | -2.5% | +3.7% | -6.1% | -4.1% |
| 3M | -4.2% | +6.2% | -10.3% | -6.9% |
| 6M | -7.7% | -2.8% | -4.9% | -6.7% |
| YTD | +3.8% | +5.9% | -2.1% | +0.6% |
| 1Y | +0.1% | -1.8% | +1.8% | +0.4% |
| 3Y | +44.2% | +57.5% | -13.3% | +13.3% |
| 5Y | +57.9% | +91.1% | -33.2% | +12.5% |
| All | +57.9% | +90.2% | -32.3% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RSG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling